Mmtc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.67% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3776 | 25.83 | |
| 0.2992 | 31.97 | |
| 0.8486 | 143.50 | |
| 0.0474 | 6.85 |
Estimation Period:
Apr 24, 2007 to Feb 6, 2026
Apr 24, 2007 to Feb 6, 2026
News Impact Curve
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